+6,607.8%
ASML vs SW
+755.0%
+5,852.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.1% |
| 7D | +1.1% | -5.1% | +6.2% | +1.5% |
| 30D | +2.2% | -4.6% | +6.8% | +2.5% |
| 3M | -2.3% | +9.4% | -11.7% | -3.1% |
| 6M | +23.0% | +3.5% | +19.5% | +22.4% |
| YTD | +61.1% | +22.0% | +39.0% | +58.3% |
| 1Y | +129.1% | +2.2% | +126.9% | +127.5% |
| 3Y | +165.4% | +19.6% | +145.8% | +160.0% |
| 5Y | +109.5% | -2.3% | +111.8% | +104.0% |
| 10Y | +1,645.7% | +181.4% | +1,464.4% | +1,575.7% |
| All | +6,607.8% | +755.0% | +5,852.8% | +6,772.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling